| 中国经济增长与通货膨胀间非对称关系的实证分析 |
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| 引用本文： | 王胜,曾智.中国经济增长与通货膨胀间非对称关系的实证分析[J].技术经济,2014(2):89-95. |
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| 作者姓名： | 王胜 曾智 |
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| 作者单位： | 武汉大学经济与管理学院,武汉430072 |
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| 基金项目： | 基金项目：国家自然科学基金面上项目“不完全汇率传递下的货币政策研究与福利分析”（71273200）;国家自然科学基金面上项目“部门异质性、核心通货膨胀与最优货币政策--基于多部门新凯恩斯模型的研究”（71173160） |
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| 摘 要： | 利用1985—2012年中国主要宏观经济变量数据,采用门限自回归模型实证检验了通货膨胀对经济增长的非线性影响。研究结果表明,通货膨胀门限效应明显存在;在门限值以上,通货膨胀对经济增长起阻碍作用;在门限值以下,通货膨胀对经济增长起促进作用。在此基础上,利用平滑转换回归模型进一步检验了通货膨胀与经济增长之间的非线性关系,不同模型的实证结果都支持通货膨胀门限效应存在。
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| 关 键 词： | 经济增长 通货膨胀 门限效应 门限自回归模型 平滑转换回归模型 |
Empirical Analysis on Asymmetric Relationship between Inflation and Economic Growth in China |
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| Wang Sheng,Zeng Zhi.Empirical Analysis on Asymmetric Relationship between Inflation and Economic Growth in China[J].Technology Economics,2014(2):89-95. |
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| Authors: | Wang Sheng Zeng Zhi |
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| Institution: | (Economics and Management School,Wuhan University,Wuhan 430072,China) |
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| Abstract: | Using the data of ChinJs macroeconomic variables from 1985 to 2012, this paper empirically analyzes the possibility of nonlinear effects of inflation on economic growth in China by threshold autoregression model. The result shows as follows ： there exists an inflation threshold; more specifically,the inflation beyond the threshold exerts a negative effect on economic growth,and the inflation below the threshold has a promoting effect on economic growth. Then it tests the nonlinear relationship between inflation and economic growth by the smooth transition regression model. The results based on these two models all support the conclusion that there exists an inflation threshold. |
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| Keywords: | economic growth inflation threshold effect threshold autoregression model smooth transition regression model |
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